GDDP: Generalized dual dynamic programming theory

DOI10.1023/A:1021557003554MaRDI QIDQ1861915zbMATH OpenOpenAlexFDO

Authors Jesús M. Velásquez Bermúdez

Publication date 10 March 2003

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1021557003554

zbMATH Keywords

dynamic programmingcontrol theoryBenders decompositiondual dynamic programming

Mathematics Subject Classification ID

Optimality conditions and duality in mathematical programming (90C46) Dynamic programming (90C39) Decomposition methods (49M27)

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Cited in

(6)

• A combined SDDP/Benders decomposition approach with a risk-averse surface concept for reservoir operation in long term power generation planning
• Combining sampling-based and scenario-based nested Benders decomposition methods: application to stochastic dual dynamic programming
• Constructive dual DP for reservoir optimization
• Deterministic electric power infrastructure planning: mixed-integer programming model and nested decomposition algorithm
• Dynamic convexification within nested Benders decomposition using Lagrangian relaxation: an application to the strategic bidding problem
• A moment and sum-of-squares extension of dual dynamic programming with application to nonlinear energy storage problems

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